What is "kriging"

n. (context mathematics English) A regression technique used to interpolate data.

In statistics, originally in geostatistics, Kriging or Gaussian process regression is a method of interpolation for which the interpolated values are modeled by a Gaussian process governed by prior covariances, as opposed to a piecewise-polynomial spline chosen to optimize smoothness of the fitted values. Under suitable assumptions on the priors, Kriging gives the best linear unbiased prediction of the intermediate values. Interpolating methods based on other criteria such as smoothness need not yield the most likely intermediate values. The method is widely used in the domain of spatial analysis and computer experiments. The technique is also known as Wiener–Kolmogorov prediction, after Norbert Wiener and Andrey Kolmogorov.

The theoretical basis for the method was developed by the French mathematician Georges Matheron based on the Master's thesis of Danie G. Krige, the pioneering plotter of distance-weighted average gold grades at the Witwatersrand reef complex in South Africa. Krige sought to estimate the most likely distribution of gold based on samples from a few boreholes. The English verb is to krige and the most common noun is Kriging; both are often pronounced with a hard "g", following the pronunciation of the name "Krige".